| Trading Metrics calculated at close of trading on 22-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2016 |
22-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
2,977.0 |
2,948.0 |
-29.0 |
-1.0% |
3,029.0 |
| High |
2,979.0 |
2,980.0 |
1.0 |
0.0% |
3,049.0 |
| Low |
2,934.0 |
2,934.0 |
0.0 |
0.0% |
2,934.0 |
| Close |
2,954.0 |
2,941.0 |
-13.0 |
-0.4% |
2,954.0 |
| Range |
45.0 |
46.0 |
1.0 |
2.2% |
115.0 |
| ATR |
39.8 |
40.2 |
0.4 |
1.1% |
0.0 |
| Volume |
411 |
216 |
-195 |
-47.4% |
32,128 |
|
| Daily Pivots for day following 22-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,089.7 |
3,061.3 |
2,966.3 |
|
| R3 |
3,043.7 |
3,015.3 |
2,953.7 |
|
| R2 |
2,997.7 |
2,997.7 |
2,949.4 |
|
| R1 |
2,969.3 |
2,969.3 |
2,945.2 |
2,960.5 |
| PP |
2,951.7 |
2,951.7 |
2,951.7 |
2,947.3 |
| S1 |
2,923.3 |
2,923.3 |
2,936.8 |
2,914.5 |
| S2 |
2,905.7 |
2,905.7 |
2,932.6 |
|
| S3 |
2,859.7 |
2,877.3 |
2,928.4 |
|
| S4 |
2,813.7 |
2,831.3 |
2,915.7 |
|
|
| Weekly Pivots for week ending 19-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,324.0 |
3,254.0 |
3,017.3 |
|
| R3 |
3,209.0 |
3,139.0 |
2,985.6 |
|
| R2 |
3,094.0 |
3,094.0 |
2,975.1 |
|
| R1 |
3,024.0 |
3,024.0 |
2,964.5 |
3,001.5 |
| PP |
2,979.0 |
2,979.0 |
2,979.0 |
2,967.8 |
| S1 |
2,909.0 |
2,909.0 |
2,943.5 |
2,886.5 |
| S2 |
2,864.0 |
2,864.0 |
2,932.9 |
|
| S3 |
2,749.0 |
2,794.0 |
2,922.4 |
|
| S4 |
2,634.0 |
2,679.0 |
2,890.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,022.0 |
2,934.0 |
88.0 |
3.0% |
37.6 |
1.3% |
8% |
False |
True |
2,003 |
| 10 |
3,049.0 |
2,934.0 |
115.0 |
3.9% |
32.3 |
1.1% |
6% |
False |
True |
4,354 |
| 20 |
3,049.0 |
2,874.0 |
175.0 |
6.0% |
35.2 |
1.2% |
38% |
False |
False |
3,460 |
| 40 |
3,049.0 |
2,716.0 |
333.0 |
11.3% |
40.0 |
1.4% |
68% |
False |
False |
5,991 |
| 60 |
3,049.0 |
2,649.0 |
400.0 |
13.6% |
41.2 |
1.4% |
73% |
False |
False |
6,714 |
| 80 |
3,056.0 |
2,649.0 |
407.0 |
13.8% |
34.4 |
1.2% |
72% |
False |
False |
6,493 |
| 100 |
3,064.0 |
2,649.0 |
415.0 |
14.1% |
29.1 |
1.0% |
70% |
False |
False |
5,300 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,175.5 |
|
2.618 |
3,100.4 |
|
1.618 |
3,054.4 |
|
1.000 |
3,026.0 |
|
0.618 |
3,008.4 |
|
HIGH |
2,980.0 |
|
0.618 |
2,962.4 |
|
0.500 |
2,957.0 |
|
0.382 |
2,951.6 |
|
LOW |
2,934.0 |
|
0.618 |
2,905.6 |
|
1.000 |
2,888.0 |
|
1.618 |
2,859.6 |
|
2.618 |
2,813.6 |
|
4.250 |
2,738.5 |
|
|
| Fisher Pivots for day following 22-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,957.0 |
2,960.5 |
| PP |
2,951.7 |
2,954.0 |
| S1 |
2,946.3 |
2,947.5 |
|